+34.5%
XLB vs OMC
+12.9%
+21.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -0.2% | -5.8% | +5.5% | +1.2% |
| 30D | -1.7% | -4.8% | +3.1% | -0.6% |
| 3M | +4.4% | +9.2% | -4.9% | +1.5% |
| 6M | +5.0% | -2.5% | +7.5% | +5.1% |
| YTD | +15.5% | +2.6% | +12.9% | +13.8% |
| 1Y | +14.9% | +5.9% | +9.0% | +11.5% |
| 3Y | +34.5% | +14.2% | +20.3% | +20.2% |
| All | +34.5% | +12.9% | +21.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling